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Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling
25 July 2023
Masanori Hirano
Kentaro Minami
Kentaro Imajo
GAN
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Papers citing
"Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling"
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Title
Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators
Masanori Hirano
28
0
0
15 Apr 2024
1